Calendar:24 Hour Format
From MozillaWiki
Lightning will follow the date/time format settings that your Operating System specifies. If you see AM/PM when you want to see 24 hour times, double check these regional settings on your machine.
Note that some versions of windows ( such as Windows 7 ) have both a short and a long time format, not just a short and long date format. The long time format includes hours, minutes, and seconds. The short time format is just hours & minutes. So to see events in the calendar view in 24 hour format, the short time format must be set to HH:mm.